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~isPartOf:"China economic review : an international journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Caporale, Guglielmo Maria"
~person:"Chi, Xie"
~person:"Li, Yan"
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Caporale, Guglielmo Maria
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China economic review : an international journal
Finance research letters
Journal of economics and finance : JEF
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ECONIS (ZBW)
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1
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
2
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Saved in:
3
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
4
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
7
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
8
Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin
;
Chi, Xie
;
Jiang, Zhi-Qiang
;
Stanley, H. …
- In:
Finance research letters
18
(
2016
),
pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
Saved in:
9
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
10
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
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